文献类型：期刊文献

英文题名：A new iterative algorithm for solving H control problem of continuous-time Markovian jumping linear systems based on online implementation

作者：Song, Jun[1,2];He, Shuping[1];Ding, Zhengtao[3];Liu, Fei[4]

机构：[1]Anhui Univ, Sch Elect Engn & Automat, Hefei 230601, Peoples R China;[2]East China Univ Sci & Technol, Sch Informat Sci & Engn, Shanghai 200237, Peoples R China;[3]Univ Manchester, Sch Elect & Elect Engn, Control Syst Ctr, Manchester M13 9PL, Lancs, England;[4]Jiangnan Univ, Inst Automat, Key Lab Adv Proc Control Light Ind, Minist Educ, Wuxi 214122, Peoples R China

年份：2016

卷号：26

期号：17

起止页码：3737

外文期刊名：INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL

收录：;EI(收录号：20164502980143);WOS:【SCI-EXPANDED(收录号:WOS:000387129700004)】；

基金：This work was supported in part by the National Natural Science Foundation of China (grant no. 61203051), and the Foundation for Distinguished Young Scholars of Anhui Province (no. 1608085J05).

语种：英文

外文关键词：Markov jump linear systems (MJLSs); H control; subsystems transformation; coupled game algebraic Riccati equation (CGARE); online

摘要：A new online iterative algorithm for solving the H control problem of continuous-time Markovian jumping linear systems is developed. For comparison, an available offline iterative algorithm for converging to the solution of the H control problem is firstly proposed. Based on the offline iterative algorithm and a new online decoupling technique named subsystems transformation method, a set of linear subsystems, which implementation in parallel, are obtained. By means of the adaptive dynamic programming technique, the two-player zero-sum game with the coupled game algebraic Riccati equation is solved online thereafter. The convergence of the novel policy iteration algorithm is also established. At last, simulation results have illustrated the effectiveness and applicability of these two methods. Copyright (c) 2016 John Wiley & Sons, Ltd.